[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: TimeFrames: Is their use flawed?



PureBytes Links

Trading Reference Links

Jorgen,

I have not examined this closely, but just a note:  Make sure you are  
not inadvertently looking to the future for the intermediate values  
you calculate.  If you calculate from one step to the next, you are  
using information that is not known yet at the intermediate step.

Best regards,
Dennis

On Aug 13, 2009, at 10:18 AM, jorgen_wallgren wrote:

> If I have offended you, I am sincerely sorry! AmiBroker is the best  
> program available and I love working with it!!! Nothing wrong with  
> AB!!!
>
> One of the reasons the TF Functions didn't do the job in my specific  
> case was that my systems works with 1, 5 and 15 minute timeframes.  
> In the chart I need to see (and save) all the values from all the  
> TFs plotted with 1 minute resolution. Basically to plot the TF data  
> as a staircase is probably the best way to display the results for  
> easy viewing and it's actually often so that some TF values in a 1  
> minute resolutions often very closely follow a staircase pattern-  
> such as a Moving Average. But the AB TF Functions gives me the last  
> value for each period. I needed more. Now when I have all values in  
> each period it reveals huge amount of information when the three  
> time frames are plotted in one indicator with the same data  
> resolution. For example instead of 1 value for a 15 minute period, I  
> have now 15 values.
>
> Then I wouldn't like to go so far to prove my point by publish the  
> work and system I have been working on for months. I have a system  
> which seems to work rather well and I am sorry, but that one I will  
> keep for myself. I could send anyone who wants a screen capture of  
> the indicator with data from 3 TFs plotted.  But such a screen  
> capture could be faked. So I will instead give a short explanation  
> how easy it is to create what I was looking for. And the reason it  
> was easy to create, after I figured it out, was because AmiBroker is  
> a great program with fantastic features.
>
> First of all, I use AB TF Functions to get the BarIndex in each TF.  
> By having that I can tell when each TF has a new period, and any  
> holes doesn't matter. Then I just go in a loop from first visible  
> bar – as many bars I need extra, until end of the array. So in this  
> loop when a new period is detected, I jump 1 step back and collect  
> the values I need and the jump is equal to the TF I need data from.  
> Here is a part of that code:
> if ( NewTFBar[i] )
>        {
>            for ( n = i; Counter < Periods AND n >= 0 ; n-- )
>            {
>                if ( NewTFBar[n] )
>                {
>                    SUMA = SUMA + Close[ n - 1 ];
>                    if ( Counter < BBPeriods - 1 )
>                        SUMB = SUMB + Close[ n - 1 ];
>
>                    Counter++;
>                }
>            }
>     Etc.
> I hope that settles it and again it's not my intention to talk bad  
> about AmiBroker or to insult anyone.
>
> Regards,
>
> Jorgen
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>  
> wrote:
>>
>> Hello,
>>
>> TimeFrame functions work perfectly.
>> You may not understand them but it is not the reason to send such  
>> unjustified opinions.
>>
>> If you "wrote your own" why don't you publish your formulas so  
>> everyone can judge?
>> Otherwise it is just plain useless talk.
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "jorgen_wallgren" <jorgen.wallgren@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Thursday, August 13, 2009 10:59 AM
>> Subject: [amibroker] Re: TimeFrames: Is their use flawed?
>>
>>
>>> Herman, I agree with you and I have the same questions. I have  
>>> been working on a RT system using data from 2 additional time
>>> frames and the result was very clear! I can't use the AB TimeFrame  
>>> Functions and get a system which works in real time and can
>>> also be properly be back tested.
>>>
>>> Therefore I wrote my own TimeFrame Function and now when I have  
>>> the data from the 2 longer timeframes in the same resolution as my
>>> chart interval, 1 minute,  everything works very well.
>>>
>>> Regards,
>>>
>>> Jorgen
>>>
>>>
>>>
>>>
>>> ------------------------------------
>>>
>>> **** IMPORTANT PLEASE READ ****
>>> This group is for the discussion between users only.
>>> This is *NOT* technical support channel.
>>>
>>> TO GET TECHNICAL SUPPORT send an e-mail directly to
>>> SUPPORT {at} amibroker.com
>>>
>>> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
>>> http://www.amibroker.com/feedback/
>>> (submissions sent via other channels won't be considered)
>>>
>>> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>>> http://www.amibroker.com/devlog/
>>>
>>> Yahoo! Groups Links
>>>
>>>
>>>
>>
>
>
>
>
> ------------------------------------
>
> **** IMPORTANT PLEASE READ ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
>
> TO GET TECHNICAL SUPPORT send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> http://www.amibroker.com/feedback/
> (submissions sent via other channels won't be considered)
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> Yahoo! Groups Links
>
>
>



------------------------------------

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to 
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/